These photographs are being widely distributed on the Internet, with the caprids misidentified as Bighorn sheep.

The location is actually Lake Cingino, a reservoir created by adding a dam and enlarging a small lake in the Valley of Antrona in the Italian Alps.

The animals on the dam are -chamois- Alpine Ibex, Capra ibex, who apparently frequent the dam face in search of salts that accumulate on the rocks of the dam.

Maurizio Piazzai has a couple more photos of -chamois- Alpine Ibex on the Lake Cingino dam here.

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Correction:

I had originally misidentified the animals on the dam as chamois, believing that the range of the Alpine Ibex in Italy was still limited to Gran Paradiso National Park. The absence in available photos of any full-horned rams faciliated my misidentification.

This factsheet shows that the current range of Alpine Ibex definitely includes the Valle Antrona.